Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.703 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52024.2 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47888.73 Kr¶

PnL: ---------------------------------------> -1043.27 Kr¶

DD now: ---------------------------------> -2.064 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 09:18:27.574538'

Anic Portfolio¶

Today¶

Return: -0.097 %¶

This Week¶

Return: -0.558 %¶

Total portfolio value¶

Return including deposits: 70.314 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.870000 2310.000000 121.000000 5.530000 2189.000000
Xvivo Perfusion 3 -1.020000 873.000000 28.000000 3.310000 845.000001
Biotage 4 0.480000 627.000000 24.000000 3.980000 603.000000
Svolder B 35 0.240000 2198.000000 19.000000 0.870000 2179.000005
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
SynAct Pharma 9 0.680000 662.400000 17.400000 2.700000 645.000003
Vitrolife 3 -0.260000 690.600000 13.600000 2.010000 677.000001
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
BHG Group 49 -1.570000 646.800000 7.800000 1.220000 638.999984
Fortnox 10 -0.440000 673.400000 5.400000 0.810000 668.000000
Volati 5 1.050000 579.000000 5.000000 0.870000 574.000000
Addnode Group B 6 -0.710000 754.800000 2.800000 0.370000 751.999998
Latour B 2 -0.270000 450.800000 1.800000 0.400000 449.000000
Indutrade 5 -0.530000 1321.500000 1.500000 0.110000 1320.000000
Embracer Group B 26 -1.720000 663.000000 1.000000 0.150000 661.999988
NCC B 7 -0.320000 654.500000 0.500000 0.080000 653.999997
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Sdiptech B 3 -0.660000 819.000000 -3.000000 -0.360000 822.000000
Humana 40 0.480000 665.600000 -8.400000 -1.250000 674.000000
Nolato B 12 -1.390000 638.400000 -9.600000 -1.480000 648.000000
Sampo Oyj SDB 1 -0.700000 495.000000 -10.000000 -1.980000 505.000000
Lime Technologies 2 -0.170000 582.000000 -11.000000 -1.850000 593.000000
Investor B 3 -0.280000 646.950000 -11.050000 -1.680000 657.999999
SCA A 4 -0.140000 587.200000 -11.800000 -1.970000 599.000000
BONESUPPORT HOLDING 10 -2.150000 1184.000000 -40.000000 -3.270000 1224.000000
Ambea 68 0.830000 2486.080000 -50.920000 -2.010000 2537.000032
Creades A 7 -0.060000 548.450000 -62.550000 -10.240000 610.999998
Lundin Gold 7 -1.530000 903.000000 -71.000000 -7.290000 973.999999
Balco Group 39 0.000000 1799.850000 -75.150000 -4.010000 1874.999997
Sedana Medical 135 2.810000 4249.800000 -81.200000 -1.870000 4330.999935
Investor A 16 -0.230000 3457.600000 -87.400000 -2.470000 3545.000000
Gaming Innovation Group 161 -1.750000 4073.300000 -114.700000 -2.740000 4187.999942
New Wave B 40 0.840000 3791.600000 -124.400000 -3.180000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 1.010000 2601.100000 -365.900000 -12.330000 2966.999993
TOTAL 47888.730000 -1043.270000 -2.06352% 48931.999868

Updated:¶

'2023-06-14 09:18:44.390108'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶